| Why are derivative warrants more expensive than options? An empirical study G Li, C Zhang Journal of Financial and Quantitative Analysis 46 (1), 275-297, 2011 | 51 | 2011 |
| On the number of state variables in options pricing G Li, C Zhang Management Science 56 (11), 2058-2075, 2010 | 37 | 2010 |
| Information content of aggregate implied volatility spread B Han, G Li Management Science 67 (2), 1249-1269, 2021 | 32 | 2021 |
| Counterparty credit risk and derivatives pricing G Li, C Zhang Journal of financial Economics 134 (3), 647-668, 2019 | 26 | 2019 |
| Diagnosing affine models of options pricing: Evidence from VIX G Li, C Zhang Journal of financial economics 107 (1), 199-219, 2013 | 12 | 2013 |
| Aggregate Implied Volatility Spread and Stock Market Returns B Han, G Li https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3047528, 2017 | 9 | 2017 |
| Stock Return Autocorrelations and Expected Option Returns Y Jeon, R Kan, G Li Management Science (Forthcoming), 2024 | 4* | 2024 |
| On the relationship between conditional jump intensity and diffusive volatility G Li, C Zhang Journal of Empirical Finance 37, 196-213, 2016 | 4 | 2016 |
| Conditional jump intensity, conditional expected jump size, and relative stock price level G Li, C Zhang China International Conference in Finance (CICF). Conference, 2013 | 4 | 2013 |
| On the number and dynamic features of state variables in options pricing G Li, C Zhang Working paper, HKUST, 2008 | 4 | 2008 |
| Betting Against the Crowd: Option Trading and Market Risk Premium J Cao, G Li, X Zhan, G Zhou https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4301015, 2022 | 3 | 2022 |
| Why does option-implied volatility forecast realized volatility? Evidence from news events S Chen, G Li Journal of Banking & Finance 156, 107019, 2023 | 2 | 2023 |
| Idiosyncratic Volatility and the ICAPM Covariance Risk B Han, G Li https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3475179, 2023 | 2* | 2023 |
| Forecasting option returns with news J Cao, B Han, G Li, R Yang, X Zhan Working Paper, 2023 | 2 | 2023 |
| Jump Intensities, Jump Sizes, and the Relative Stock Price Level G Li, C Zhang European Financial Management Association. Meeting [EFMA Meeting], 2013 | 2 | 2013 |
| On the jump dynamics and jump risk premiums G Li | 1 | 2017 |
| Counterparty credit risk and options pricing: An empirical study G Li European Financial Management Association 2014 Annual Meetings, 25-28, 2014 | 1 | 2014 |
| The Risky Fed Put and the Cross Section of FOMC Announcement Premia S Chen, KHT Chue, G Li Asian Finance Association (AsianFA). Conference, 2024 | | 2024 |
| Monetary Policy, Stock Market Tail Risks, and the FOMC Announcement Premium S Chen, TK Chue, G Li Stock Market Tail Risks, and the FOMC Announcement Premium (January 26, 2024), 2024 | | 2024 |
| Overpaid Lottery and Overpaid Insurance: Evidence from Retail Structured Products G Li, C Zhang 2nd Structured Products and Derivatives Conference, 2024 | | 2024 |
Bing HanRotman School of Management, University of TorontoVerified email at Rotman.Utoronto.Ca
